Python is very helpful, on any platform. With Python, you can do everything from process and transform data to run experiments to drawing figures and plots programmatically ( with libraries like matplotlib, numpy, scipy, etc.)

Edit tools

Inkscape is a nice and easy to use multi-platform vector drawing tool that can produce perfect PDF and EPS that are suitable for LaTex papers. In fact latest versions of Inkscape support putting LaTex equations as part of Inkscape drawings. There's also Python scripting support and lots of plugins available on the web. One of the other advantages of Inkscape is that its native format is SVG (which is basically an XML file). You can create or modify Inkscape figures by directly editing the XML.

For plotting, gnuplot is pretty easy. You can have data in a file, or pipe data in STDIN. You can even have it plot live during the execution of your program by piping plotting commands into gnuplot. It can do pretty advanced stuff.